defregime_sharpe_ratio(returns,regimes):''' Compute Sharpe ratios for different regimes. Parameters ---------- returns : pd.Series[float] Series containing daily algorithm returns. regimes: pd.Series[bool] Series containing True/False values indicating whether a given day was high or low volatility. '''regime_sharpe_ratio={}ifregimes.all():raiseValueError("The reference data does not involve any low volatility dates.""Please try to run the analysis with longer backtest period.")if(~regimes).all():raiseValueError("The reference data does not involve any high volatility' dates.""Please try to run the analysis with longer backtest period.")regime_sharpe_ratio['high_vol']=ep.sharpe_ratio(returns.loc[regimes])regime_sharpe_ratio['low_vol']=ep.sharpe_ratio(returns.loc[~regimes])returnpd.Series(regime_sharpe_ratio)